- Established customer selective option-based payout methodology, relevant loan out degree and loan rate ratio calculation model based on fluctuating potential anticipated profit margin ratio based on the upfront implications - Established loss-cost ratio calculation system based on deployed MEL based on actual performance assessment of company’s customers in detail - Re-setting of asset re-evaluation level setting of customers based on credibility analysis inclusive of leveling loan standards, process of regaining the loans and preventive measures to establish risk management for the company - Initiated new BSS model project and through this created the extended loan receivable program strategy, completed and re-engagement strategy, loan receivable strategy and additional stretch loan receivable strategy etc.

- Appropriate risk standard level evaluation-based dashboard development and mobilization to establish a systematic risk volume forecast simulation scenarios and verification - Applied MEL’s (Matured Expected Loss) model profitability analysis and realistic application mobilization program based on concise calculative logic program structure creation - Establishment of applying minimal fine based on systematic management and optimization of credit information

- Optimized small limited amount based prime loan card products’ level-up and achieved loan amount that exceeded growth of more than double of what it initially was (monthly 30억 – 60억) - When implementing credit information related work, establishment of clear data segmentation scheme and valuation scheme, valuation process and the relevancy of data that connects to the next generation system application post launch and into the future instead of just taking into account present or past dynamics - Monthly loan payment simulation model development (dept analysis) by industry category indexing, payment term analysis to define areas for optimization in terms and fine tune based on priorly established policies in regard to payment protocol schemes

- Market & Credit Risk Monitoring Report: Asset Portfolio’s market pricing and credit rating fluctuation induced risk simulation analysis and reporting of foundational issues and solution directions - New setting of Risk Dashboard and established reporting protocol scheme and process flow to executive committee for reporting - RBC stress test distillation frame / new setting and through mobilization developed decision making process module and guideline to abide by

- Individual fund and asset size as well as profitability wise allocation process establishment to manage fund for dealing with public offering stocks efficiently - Worked to minimize transactional errors and optimize communication and collaborative work culture with multiple working partner groups such as trustee banks, fund service company